+262.9%
OKLO vs NTNX
+80.6%
+182.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -9.9% | -9.3% |
| 7D | -12.2% | -3.1% | -9.1% | -11.7% |
| 30D | -19.7% | +2.0% | -21.7% | -20.0% |
| 3M | -37.4% | +34.0% | -71.4% | -40.6% |
| 6M | -42.3% | +72.4% | -114.7% | -48.3% |
| YTD | -49.5% | +27.5% | -77.1% | -52.2% |
| 1Y | -54.7% | -18.7% | -36.0% | -53.3% |
| 3Y | +249.6% | +80.8% | +168.9% | +246.0% |
| 5Y | +268.1% | +54.5% | +213.6% | +265.4% |
| All | +262.9% | +80.6% | +182.4% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling